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Euronext Clearing calculates, on a monthly basis, the figures required to calculate Basel III capital requirements for default fund exposures to CCPs.

Basel III parameters are available to Euronext Clearing’s direct Clearing Members through the ICWS platform.

CCG-membership@euronext.com will help on any issues with credentials and retrieving reports.

In order to provide Euronext Clearing participants with an earlier assessment of their own funds Requirements pursuant to the upcoming SA-CRR, Euronext Clearing will disclose monthly figures for Capital Requirements calculation under SA-CRR, in parallel with those calculated under CEM, which will remain the methodology in force until 27 June 2021.

Basel reporting - documentation

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Basel III Framework

English Version

English 29/06/2021 Basel III Framework /sites/default/files/2021-06/ENX%20Basel%20III%20Framework.pdf

Monthly data

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Monthly data - May 2021

English Version

English 07/06/2021 Monthly data - May 2021 /sites/default/files/2021-06/Basel%20monthly%20data%20-%20202105.pdf
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Monthly data - April 2021

English Version

English 04/05/2021 /sites/default/files/2021-05/Basel%20monthly%20data%20-%20202104.pdf Monthly data - April 2021
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Monthly data - March 2021

English Version

English 14/04/2021 /sites/default/files/2021-04/Basel%20monthly%20data%20-%20202103.pdf Monthly data - March 2021
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Monthly data – february 2021

English Version

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202102.pdf Monthly data – february 2021
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Monthly data - January 2021

English Version

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202101.pdf Monthly data - January 2021
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Monthly data – december 2020

English Version

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202012_1.pdf Monthly data – december 2020
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Monthly data - november 2020

English Version

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202011.pdf Monthly data - november 2020
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Monthly data - october 2020

English Version

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202010.pdf Monthly data - october 2020
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Monthly data - september 2020

English Version

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202009.pdf Monthly data - september 2020